prophet_hpo_with_dask.py

# go through all parameter combos
for i in range(len(all_params)):
  
    # create & fit model with given params combo
    m = Prophet(daily_seasonality=False, **all_params[i]).fit(df)
    
    # cross validate the model 
    df_cv = cross_validation(m, 
                             horizon="365 days",
                             period="182.5 days", 
                             initial="730 days", 
                             parallel="dask")
    
    df_p = performance_metrics(df_cv, rolling_window=1)
    # pull rmse and add it to the list
    rmses.append(df_p['rmse'].values[0])